Edit Profile (opens in new tab) Ghossoub, Mario Compute Distance To: Compute Author ID: ghossoub.mario Published as: Ghossoub, Mario External Links: MGP · ORCID Documents Indexed: 16 Publications since 2010 Co-Authors: 5 Co-Authors with 7 Joint Publications 85 Co-Co-Authors Co-Authors 9 single-authored 3 Boonen, Tim J. 2 Amarante, Massimiliano 1 Bernard, Carole L. 1 He, Xuedong 1 Phelps, Edmund Strother all top 5 Serials 7 Insurance Mathematics & Economics 3 Mathematics and Financial Economics 1 Journal of Economic Theory 1 Journal of Mathematical Economics 1 Mathematics of Operations Research 1 Scandinavian Actuarial Journal 1 ASTIN Bulletin 1 North American Actuarial Journal Fields 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Measure and integration (28-XX) 1 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 13 Publications have been cited 104 times in 65 Documents Cited by ▼ Year ▼ Static portfolio choice under cumulative prospect theory. Zbl 1255.91389Bernard, Carole; Ghossoub, Mario 37 2010 Ambiguity on the insurer’s side: the demand for insurance. Zbl 1319.91093Amarante, Massimiliano; Ghossoub, Mario; Phelps, Edmund 11 2015 Equimeasurable rearrangements with capacities. Zbl 1377.91110Ghossoub, Mario 10 2015 Optimal insurance under rank-dependent expected utility. Zbl 1410.91266Ghossoub, Mario 9 2019 Arrow’s theorem of the deductible with heterogeneous beliefs. Zbl 1414.91193Ghossoub, Mario 8 2017 On the existence of a representative reinsurer under heterogeneous beliefs. Zbl 1425.91214Boonen, Tim J.; Ghossoub, Mario 7 2019 Budget-constrained optimal insurance without the nonnegativity constraint on indemnities. Zbl 1419.91365Ghossoub, Mario 6 2019 Budget-constrained optimal insurance with belief heterogeneity. Zbl 1427.91229Ghossoub, Mario 5 2019 Vigilant measures of risk and the demand for contingent claims. Zbl 1403.91195Ghossoub, Mario 4 2015 Bilateral risk sharing with heterogeneous beliefs and exposure constraints. Zbl 1431.91094Boonen, Tim J.; Ghossoub, Mario 2 2020 Budget-constrained optimal retention with an upper limit on the retained loss. Zbl 1436.91102Ghossoub, Mario 2 2020 Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance. Zbl 1475.91301Ghossoub, Mario; He, Xue Dong 2 2021 Cost-efficient contingent claims with market frictions. Zbl 1404.91257Ghossoub, Mario 1 2016 Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance. Zbl 1475.91301Ghossoub, Mario; He, Xue Dong 2 2021 Bilateral risk sharing with heterogeneous beliefs and exposure constraints. Zbl 1431.91094Boonen, Tim J.; Ghossoub, Mario 2 2020 Budget-constrained optimal retention with an upper limit on the retained loss. Zbl 1436.91102Ghossoub, Mario 2 2020 Optimal insurance under rank-dependent expected utility. Zbl 1410.91266Ghossoub, Mario 9 2019 On the existence of a representative reinsurer under heterogeneous beliefs. Zbl 1425.91214Boonen, Tim J.; Ghossoub, Mario 7 2019 Budget-constrained optimal insurance without the nonnegativity constraint on indemnities. Zbl 1419.91365Ghossoub, Mario 6 2019 Budget-constrained optimal insurance with belief heterogeneity. Zbl 1427.91229Ghossoub, Mario 5 2019 Arrow’s theorem of the deductible with heterogeneous beliefs. Zbl 1414.91193Ghossoub, Mario 8 2017 Cost-efficient contingent claims with market frictions. Zbl 1404.91257Ghossoub, Mario 1 2016 Ambiguity on the insurer’s side: the demand for insurance. Zbl 1319.91093Amarante, Massimiliano; Ghossoub, Mario; Phelps, Edmund 11 2015 Equimeasurable rearrangements with capacities. Zbl 1377.91110Ghossoub, Mario 10 2015 Vigilant measures of risk and the demand for contingent claims. Zbl 1403.91195Ghossoub, Mario 4 2015 Static portfolio choice under cumulative prospect theory. Zbl 1255.91389Bernard, Carole; Ghossoub, Mario 37 2010 all cited Publications top 5 cited Publications all top 5 Cited by 85 Authors 14 Ghossoub, Mario 7 Rásonyi, Miklós 5 Boonen, Tim J. 4 Li, Duan 3 Asimit, Alexandru V. 3 Carassus, Laurence 3 He, Xuedong 3 Jiang, Wenjun 3 Lou, Youcheng 2 Amarante, Massimiliano 2 Bernard, Carole L. 2 Chi, Yichun 2 Chong, Wing Fung 2 Cui, Xiangyu 2 De Giorgi, Enrico G. 2 Escobar Anel, Marcos 2 Hu, Junlei 2 Pirvu, Traian A. 2 Reichlin, Christian 2 Ren, Jiandong 2 Rodrigues, Andrea M. 2 Shi, Yun 2 Strub, Moris S. 2 Wakker, Peter Paul 2 Zagst, Rudi 2 Zou, Bin 1 Agahi, Hamzeh 1 Bensoussan, Alain 1 Cadenillas, Abel 1 Cao, Xi-Ren 1 Chau, Huy N. 1 Chen, Lv 1 Cheung, Ka Chun 1 Consigli, Giorgio 1 Del Vigna, Matteo 1 Fortin, Ines 1 Guan, Guohui 1 Guasoni, Paolo 1 Guo, Wenjing 1 Hitaj, Asmerilda 1 Hlouskova, Jaroslava 1 Hong, Hanping 1 Hou, Yanxi 1 Jiang, Zhaoli 1 Khomchenko, Andrew A. 1 Koo, Hyeng Keun 1 Kothiyal, Amit 1 Kwak, Minsuk 1 Legg, Shane 1 Liang, Xiaoqing 1 Liang, Zhihang 1 Liang, Zongxia 1 Lichtenstern, Andreas 1 Liu, Haiyan 1 Liu, Liqun 1 Maj, Mateusz 1 Mastrogiacomo, Elisa 1 Meireles-Rodrigues, Andrea 1 Mesiar, Radko 1 Mironov, Sergeĭ Vladimirovich 1 Motiee, Mehran 1 Neilson, William S. 1 Pennanen, Teemu 1 Perkkiö, Ari-Pekka 1 Phelps, Edmund Strother 1 Schulze, Klaas 1 Sidorov, Sergeĭ Petrovich 1 Spinu, Vitalie 1 Tsigaris, Panagiotis 1 Vanduffel, Steven 1 Wan, Xiangwei 1 Wang, Jianli 1 Wang, Ruodu 1 Wang, Shouyang 1 Wang, Xing 1 Xie, Yuantao 1 Yan, Jia-An 1 Yang, Hailiang 1 Yang, Jingni 1 Yao, Jing 1 Young, Virginia R. 1 Zhang, Yiying 1 Zhou, Xunyu 1 Zhuang, Sheng Chao 1 Zou, Jushen all top 5 Cited in 22 Serials 18 Insurance Mathematics & Economics 9 Mathematics and Financial Economics 4 Mathematics of Operations Research 4 Mathematical Finance 4 ASTIN Bulletin 3 Journal of Economic Dynamics & Control 2 Journal of Mathematical Economics 2 Operations Research 2 Operations Research Letters 2 International Journal of Theoretical and Applied Finance 2 North American Actuarial Journal 2 SIAM Journal on Financial Mathematics 1 SIAM Journal on Control and Optimization 1 Journal of Risk and Uncertainty 1 European Journal of Operational Research 1 Scandinavian Actuarial Journal 1 Computational Management Science 1 Journal of Industrial and Management Optimization 1 Journal of the Korean Statistical Society 1 Optimization Letters 1 Annals of Finance 1 Statistics & Risk Modeling all top 5 Cited in 7 Fields 62 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Operations research, mathematical programming (90-XX) 7 Systems theory; control (93-XX) 5 Measure and integration (28-XX) 5 Probability theory and stochastic processes (60-XX) 4 Statistics (62-XX) 1 Calculus of variations and optimal control; optimization (49-XX) Citations by Year